ETOR vs. IVV
ETOR (eToro Group Ltd) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, ETOR returned -35.54% vs 26.83% for IVV. At a 0.47 correlation, their price movements are largely independent.
Performance
ETOR vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, ETOR achieves a 9.18% return, which is significantly lower than IVV's 9.76% return.
ETOR
- 1D
- -1.88%
- 1M
- -6.11%
- YTD
- 9.18%
- 6M
- 5.17%
- 1Y
- -35.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- -0.31%
- 1M
- 0.09%
- YTD
- 9.76%
- 6M
- 9.30%
- 1Y
- 26.83%
- 3Y*
- 21.37%
- 5Y*
- 13.58%
- 10Y*
- 15.75%
ETOR vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETOR eToro Group Ltd | 9.18% | -49.59% |
IVV iShares Core S&P 500 ETF | 9.76% | 17.23% |
Correlation
The correlation between ETOR and IVV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.47 |
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Return for Risk
ETOR vs. IVV — Risk / Return Rank
ETOR
IVV
ETOR vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eToro Group Ltd (ETOR) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETOR | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.39 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 3.03 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.84 | 13.61 | -14.45 |
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Drawdowns
ETOR vs. IVV - Drawdown Comparison
The maximum ETOR drawdown since its inception was -67.41%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ETOR and IVV.
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Drawdown Indicators
| ETOR | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.41% | -55.25% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -63.24% | -8.89% | -54.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -49.51% | -1.74% | -47.77% |
Average DrawdownAverage peak-to-trough decline | -43.48% | -10.76% | -32.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.48% | 1.98% | +40.50% |
Volatility
ETOR vs. IVV - Volatility Comparison
eToro Group Ltd (ETOR) has a higher volatility of 12.34% compared to iShares Core S&P 500 ETF (IVV) at 4.67%. This indicates that ETOR's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETOR | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 4.67% | +7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 36.11% | 9.75% | +26.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.30% | 12.41% | +39.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.45% | 16.97% | +38.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.45% | 18.10% | +37.35% |
Dividends
ETOR vs. IVV - Dividend Comparison
ETOR has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETOR eToro Group Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
ETOR and IVV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETOR has higher volatility (12.34%) compared to IVV (4.67%). In terms of maximum drawdown, ETOR dropped -67.41% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.18 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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